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@simon-hirsch simon-hirsch released this 08 Jan 07:17
· 2 commits to main since this release
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This release introduces the distinction between the Estimator() classes, which provides the .fit(), .update(), .predict() methods and the EstimationMethod() classes, which do the actual fitting of $X$, $y$ to coefficients / weights / betas. This gives

  • easier integration of new estimation methods
  • easier handling of default parameters for methods
  • easier handling of non-default parameters for methods, especially for non-standard parameters like bounds, regularization strengths, etc..
  • much cleaner code in OnlineGamlss()

Breaking change: This change gets rid of the estimation_kwargs parameter in OnlineGamlss() which was cumbersome and poorly documented anyways.

Furthermore, we

  • align the API of OnlineGamlss() and OnlineLinearModel() and derive the OnlineLasso() from OnlineLinearModel() to show the flexibility of the new approach.
  • Introduce a verbosity parameter for OnlineGamlss() to print information to the user.
  • Add some properties to (slowly) align more to the sklearn API
  • Some minor fixes like fixing #36
  • Add a lot of documentation